CME Euro FX (E) Future June 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
1.3897 |
1.4071 |
0.0174 |
1.3% |
1.4133 |
| High |
1.4103 |
1.4144 |
0.0041 |
0.3% |
1.4338 |
| Low |
1.3850 |
1.3913 |
0.0063 |
0.5% |
1.3931 |
| Close |
1.4077 |
1.3968 |
-0.0109 |
-0.8% |
1.3961 |
| Range |
0.0253 |
0.0231 |
-0.0022 |
-8.7% |
0.0407 |
| ATR |
0.0203 |
0.0205 |
0.0002 |
1.0% |
0.0000 |
| Volume |
212,742 |
231,826 |
19,084 |
9.0% |
1,234,274 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4701 |
1.4566 |
1.4095 |
|
| R3 |
1.4470 |
1.4335 |
1.4032 |
|
| R2 |
1.4239 |
1.4239 |
1.4010 |
|
| R1 |
1.4104 |
1.4104 |
1.3989 |
1.4056 |
| PP |
1.4008 |
1.4008 |
1.4008 |
1.3985 |
| S1 |
1.3873 |
1.3873 |
1.3947 |
1.3825 |
| S2 |
1.3777 |
1.3777 |
1.3926 |
|
| S3 |
1.3546 |
1.3642 |
1.3904 |
|
| S4 |
1.3315 |
1.3411 |
1.3841 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5298 |
1.5036 |
1.4185 |
|
| R3 |
1.4891 |
1.4629 |
1.4073 |
|
| R2 |
1.4484 |
1.4484 |
1.4036 |
|
| R1 |
1.4222 |
1.4222 |
1.3998 |
1.4150 |
| PP |
1.4077 |
1.4077 |
1.4077 |
1.4040 |
| S1 |
1.3815 |
1.3815 |
1.3924 |
1.3743 |
| S2 |
1.3670 |
1.3670 |
1.3886 |
|
| S3 |
1.3263 |
1.3408 |
1.3849 |
|
| S4 |
1.2856 |
1.3001 |
1.3737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4267 |
1.3804 |
0.0463 |
3.3% |
0.0238 |
1.7% |
35% |
False |
False |
252,205 |
| 10 |
1.4338 |
1.3791 |
0.0547 |
3.9% |
0.0224 |
1.6% |
32% |
False |
False |
240,130 |
| 20 |
1.4338 |
1.3420 |
0.0918 |
6.6% |
0.0198 |
1.4% |
60% |
False |
False |
215,037 |
| 40 |
1.4338 |
1.2878 |
0.1460 |
10.5% |
0.0188 |
1.3% |
75% |
False |
False |
183,937 |
| 60 |
1.4338 |
1.2878 |
0.1460 |
10.5% |
0.0200 |
1.4% |
75% |
False |
False |
180,233 |
| 80 |
1.4338 |
1.2456 |
0.1882 |
13.5% |
0.0198 |
1.4% |
80% |
False |
False |
142,160 |
| 100 |
1.4338 |
1.2456 |
0.1882 |
13.5% |
0.0202 |
1.4% |
80% |
False |
False |
113,792 |
| 120 |
1.4590 |
1.2456 |
0.2134 |
15.3% |
0.0202 |
1.4% |
71% |
False |
False |
94,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5126 |
|
2.618 |
1.4749 |
|
1.618 |
1.4518 |
|
1.000 |
1.4375 |
|
0.618 |
1.4287 |
|
HIGH |
1.4144 |
|
0.618 |
1.4056 |
|
0.500 |
1.4029 |
|
0.382 |
1.4001 |
|
LOW |
1.3913 |
|
0.618 |
1.3770 |
|
1.000 |
1.3682 |
|
1.618 |
1.3539 |
|
2.618 |
1.3308 |
|
4.250 |
1.2931 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.4029 |
1.3974 |
| PP |
1.4008 |
1.3972 |
| S1 |
1.3988 |
1.3970 |
|